+3,875.0%
CHRW vs HUBB
+1,972.5%
+1,902.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +4.7% | +4.6% | +0.2% | +3.0% |
| 30D | -2.6% | -8.4% | +5.8% | +0.3% |
| 3M | -8.0% | -14.3% | +6.3% | -3.1% |
| 6M | -19.0% | -9.3% | -9.7% | -17.2% |
| YTD | -15.5% | -0.5% | -15.0% | -17.1% |
| 1Y | -10.8% | -2.1% | -8.7% | -12.1% |
| 3Y | +79.8% | +57.2% | +22.6% | +42.0% |
| 5Y | +59.3% | +127.1% | -67.9% | +5.7% |
| 10Y | +129.6% | +385.7% | -256.1% | +6.3% |
| All | +3,875.0% | +1,972.5% | +1,902.5% | +785.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling